FAQ

What is the Merger Arbitrage Spread?
Merger Arbitrage Spread refers to the difference between the price at which a merger or acquisition is expected to occur and the current trading price of the target company’s stock.
Can the Merger Arbitrage Spread be negative?
{YesorNo}, the Merger Arbitrage Spread, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.
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